+533.1%
AJG vs SEDG
+73.0%
+460.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -1.0% |
| 7D | -8.3% | +1.4% | -9.7% | -8.3% |
| 30D | -5.7% | +8.3% | -14.0% | -6.1% |
| 3M | +9.1% | -40.7% | +49.7% | +10.7% |
| 6M | +15.2% | -3.9% | +19.1% | +13.3% |
| YTD | -6.3% | +20.2% | -26.5% | -9.2% |
| 1Y | -19.1% | +17.6% | -36.7% | -22.2% |
| 3Y | +8.2% | -76.6% | +84.8% | +10.7% |
| 5Y | +75.6% | -87.1% | +162.7% | +83.1% |
| 10Y | +471.1% | +105.5% | +365.7% | +376.6% |
| All | +533.1% | +73.0% | +460.1% | +423.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling